Anic Equity¶

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Total return since start: 0.56 %¶

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Equity now: -----------------------------> 47636.63 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46238.61 Kr¶

PnL: ---------------------------------------> -649.96 Kr¶

DD now: ---------------------------------> -2.042 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 15:00:30.471766'

Anic Portfolio¶

Today¶

Return: 0.23 %¶

This Week¶

Return: 0.23 %¶

Total¶

Return: 55.95 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -0.640000 3120.000000 193.000000 6.590000 2927.000000
HMS Networks 2 0.210000 781.600000 108.600000 16.140000 673.000000
Nordea Bank Abp 29 0.810000 3543.220000 89.220000 2.580000 3453.999992
HEBA B 70 -3.360000 2716.000000 80.000000 3.030000 2636.000010
MedCap 2 -0.430000 465.000000 44.000000 10.450000 421.000000
SAAB B 8 -0.090000 3416.800000 39.800000 1.180000 3377.000000
Resurs Holding 22 -0.870000 604.780000 30.780000 5.360000 573.999998
Samhällsbyggnadsbo. i Norden B 20 -5.930000 384.200000 29.200000 8.230000 355.000000
Swedbank A 3 0.430000 591.900000 27.900000 4.950000 564.000000
AcadeMedia 12 0.750000 583.680000 26.680000 4.790000 557.000004
OEM International B 7 0.000000 547.400000 19.400000 3.670000 527.999997
Intrum 4 -0.910000 543.000000 16.000000 3.040000 527.000000
Eastnine 4 0.000000 505.600000 14.600000 2.970000 491.000000
Norva24 Group 16 -0.910000 554.880000 11.880000 2.190000 543.000000
Securitas B 6 -1.800000 577.440000 7.440000 1.310000 570.000000
Fastighetsbolag. Emilshus Pref 21 -1.280000 568.050000 6.050000 1.080000 562.000005
Karnov Group 9 -0.990000 540.000000 4.000000 0.750000 536.000004
Corem Property Group B 59 -5.430000 580.270000 3.270000 0.570000 576.999999
Creaspac SPAC 6 -0.210000 580.200000 3.200000 0.550000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -3.360000 248.400000 2.400000 0.980000 246.000000
Coor Service Management Hold. 8 -1.850000 530.800000 -1.200000 -0.230000 532.000000
Handelsbanken A 5 0.600000 543.500000 -2.500000 -0.460000 546.000000
Fasadgruppen Group 35 3.230000 3808.000000 -3.000000 -0.080000 3810.999990
Midsona B 63 0.330000 569.520000 -13.480000 -2.310000 582.999984
Boozt 12 -2.300000 1632.000000 -22.000000 -1.330000 1653.999996
CTEK 13 -0.510000 507.000000 -27.000000 -5.060000 533.999999
Essity B 2 1.700000 543.500000 -30.500000 -5.310000 574.000000
Sampo Oyj SDB 7 1.020000 3818.500000 -31.500000 -0.820000 3850.000000
International Petroleum Corp. 5 -2.960000 557.000000 -37.570000 -6.320000 594.565215
Essity A 4 1.860000 1094.000000 -55.000000 -4.790000 1149.000000
Vivesto 1368 -1.190000 547.470000 -65.530000 -10.690000 612.999432
Beijer Electronics Group 26 4.110000 2896.400000 -74.600000 -2.510000 2971.000006
OX2 18 1.250000 1463.400000 -200.600000 -12.060000 1663.999992
Axfood 13 1.800000 3529.500000 -226.500000 -6.030000 3756.000001
Ovzon 52 -1.310000 2745.600000 -616.400000 -18.330000 3361.999992
TOTAL 46238.610000 -649.960000 -2.04249% 46888.564618

Updated:¶

'2023-01-30 15:00:44.008368'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶